Essays about: "multi index"

Showing result 1 - 5 of 101 essays containing the words multi index.

  1. 1. Risk-Averse Multi-Armed Bandit Problem with Multiple Plays

    University essay from Göteborgs universitet/Institutionen för data- och informationsteknik

    Author : Siri Dahlgren; Nicholas Marriott; [2023-10-23]
    Keywords : MAB; Gittins; Markovian bandit; risk-aversion; policy iteration; multiple plays;

    Abstract : This study aims to construct an efficient heuristic, referred to as RA, for a riskaverse Markovian multi-armed bandit problem (MAB) with multiple plays. The RA incorporates risk-aversion and multiple plays by modifying the Gittins index strategy. READ MORE

  3. 2. The effect of high pressure homogenization on emulsions containing oat β-glucan : a study of viscosity, stability and molecular weight

    University essay from Lunds universitet/Livsmedelsteknik och nutrition (master)

    Author : Dominika Kiesling; [2023]
    Keywords : oat; β-glucan; high pressure homogenization; emulsion; stability; food technology; Agriculture and Food Sciences;

    Abstract : This master thesis project has been conducted in cooperation with Lantmännen AB who are producers of PromOat® - an oat β-glucan powder concentrate. The main objective of this thesis was to investigate the properties of emulsions containing PromOat® oat β-glucan, focusing on the viscosity, stability, and molecular weight before and after high pressure homogenization (HPH) at pressures of 100, 150 and 200 bars. READ MORE

  4. 3. A Quantitative Framework for Constructing a Multi-Asset CTA with a Momentum-Based Approach

    University essay from Uppsala universitet/Datalogi

    Author : Rebecca Fällström; [2023]
    Keywords : Commodity trading advisors; CTA; trend-following; momentum strategies; risk parity; equally weighted; Markowitz weights; optimization;

    Abstract : Commodity Trading Advisors (CTAs) have gained popularity due to their abilities to generate an absolute return strategy. Little is known about how CTAs work and what variables are important to tune in order to create a profitable strategy. READ MORE

  5. 4. Improved Statistical Methods for Elliptic Stochastic Homogenization Problems : Application of Multi Level- and Multi Index Monte Carlo on Elliptic Stochastic Homogenization Problems

    University essay from Uppsala universitet/Tillämpad beräkningsvetenskap

    Author : Khalil Daloul; [2023]
    Keywords : Homogenization; Multilevel Monte Carlo; Multi-Index Monte Carlo; Monte Carlo; Multiscale methods;

    Abstract : In numerical multiscale methods, one relies on a coupling between macroscopic model and a microscopic model. The macroscopic model does not include the microscopic properties that the microscopic model offers and that are vital for the desired solution. READ MORE

  6. 5. Cultural Distance’s Effect on Short-Term Acquisition Performance - Evidence from Swedish Acquirers

    University essay from Lunds universitet/Företagsekonomiska institutionen

    Author : Alia Rezai; Ludwig Lindau; Vilhelm Thorstenson; [2023]
    Keywords : Cultural distance; Masculinity; Uncertainty Avoidance; Short-term acquisition performance; Cumulative average abnormal returns; Cross-border acquisitions; Business and Economics;

    Abstract : This quantitative study aims to investigate whether cultural distance has any significant effect on short-term acquisition performance, measured as abnormal returns for Swedish cross-border acquisitions. This study adds to previous literature through filling the gap where there has been a lack of a sample of Swedish acquirers, using a multi-measurement approach, and having a broad sample of acquisitions conducted in Europe between the years 2000-2022. READ MORE